+1,381.0%
NET vs BAH
+42.6%
+1,338.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.0% |
| 7D | -16.4% | +5.8% | -22.1% | -17.8% |
| 30D | -25.8% | +28.7% | -54.5% | -31.2% |
| 3M | -11.5% | +20.9% | -32.4% | -16.4% |
| 6M | +18.9% | +15.2% | +3.8% | +13.3% |
| YTD | +35.2% | +7.1% | +28.1% | +29.2% |
| 1Y | +14.5% | +6.4% | +8.1% | +9.4% |
| 3Y | +313.8% | -23.6% | +337.5% | +309.4% |
| 5Y | +32.6% | +11.5% | +21.1% | +8.0% |
| All | +1,381.0% | +42.6% | +1,338.4% | +989.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling